+341.1%
NBTB vs VT
+374.2%
-33.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +2.2% | +0.4% | +1.7% | +1.8% |
| 30D | -1.0% | +1.0% | -2.0% | -1.9% |
| 3M | +13.5% | +2.4% | +11.1% | +10.4% |
| 6M | +23.5% | +12.0% | +11.5% | +10.2% |
| YTD | +29.0% | +15.3% | +13.7% | +11.9% |
| 1Y | +21.2% | +22.6% | -1.3% | -0.8% |
| 3Y | +65.8% | +74.7% | -8.9% | -2.7% |
| 5Y | +74.6% | +66.1% | +8.5% | +5.7% |
| 10Y | +117.2% | +225.0% | -107.8% | -31.4% |
| All | +341.1% | +374.2% | -33.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling